Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	22,350	22,294	-56	-0.3%	21,655
High	22,395	22,294	-101	-0.5%	22,561
Low	22,202	22,000	-202	-0.9%	21,580
Close	22,270	21,999	-271	-1.2%	22,364
Range	193	294	101	52.3%	981
ATR	386	380	-7	-1.7%	0
Volume	35	105	70	200.0%	968

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	22,980	22,783	22,161
R3	22,686	22,489	22,080
R2	22,392	22,392	22,053
R1	22,195	22,195	22,026	22,147
PP	22,098	22,098	22,098	22,073
S1	21,901	21,901	21,972	21,853
S2	21,804	21,804	21,945
S3	21,510	21,607	21,918
S4	21,216	21,313	21,837

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	25,111	24,719	22,904
R3	24,130	23,738	22,634
R2	23,149	23,149	22,544
R1	22,757	22,757	22,454	22,953
PP	22,168	22,168	22,168	22,267
S1	21,776	21,776	22,274	21,972
S2	21,187	21,187	22,184
S3	20,206	20,795	22,094
S4	19,225	19,814	21,824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,561	22,000	561	2.6%	231	1.1%	0%	False	True	122
10	22,580	20,933	1,647	7.5%	336	1.5%	65%	False	False	165
20	23,020	20,933	2,087	9.5%	300	1.4%	51%	False	False	123
40	23,020	20,933	2,087	9.5%	253	1.1%	51%	False	False	92
60	23,020	20,151	2,869	13.0%	225	1.0%	64%	False	False	67
80	23,020	19,300	3,720	16.9%	207	0.9%	73%	False	False	54

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	23,544
2.618	23,064
1.618	22,770
1.000	22,588
0.618	22,476
HIGH	22,294
0.618	22,182
0.500	22,147
0.382	22,112
LOW	22,000
0.618	21,818
1.000	21,706
1.618	21,524
2.618	21,230
4.250	20,751

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	22,147	22,250
PP	22,098	22,166
S1	22,048	22,083

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols